Daniel Collins @DCfuts_opts

The finest purveyor of Futures & Options to the markets illuminati linkedin.com/in/daniel-coll… Dubai Joined October 2014

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Daniel Collins @DCfuts_opts

a week ago

Sonia Options: Trade Du Jour. SFIM6 96.40/96.55/96.75/96.90 c condor vs 96.00/95.90 ps bgt for 2.75 in 7.77k At least 2 cuts and further dovish outlook whilst selling chances of a rate hike. Total Delta 14%. #optionss

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Daniel Collins @DCfuts_opts

a week ago

Euribor Options: Trade Du Jour. ERX5 98.125/98.25 call spread (vs 98.03, 1d) bgt for 0.5 in 8k (0.45 synth) A speculative punt / hedge for at least one cut that could come in Oct or be priced for Dec by 14th Nov. ROI 26.7:1 should the ECB Deliver. #options

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Daniel Collins @DCfuts_opts

a week ago

Trade Du Jour. Euribor Options Conditional bear steepner targets rate on hold through 2026 with 50bps of cuts priced into Dec27 2RX5 97.6875/97.50 put spread vs 0RX5 97.9375 put bgt for 0.5 for the ps in 5k #options

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Daniel Collins @DCfuts_opts

3 weeks ago

Sonia options: SFIZ5 96.25/96.15/96.05 p fly bgt for 2–2.25 in 7k Rates on hold in 2025 with between 6bps – 25bps priced into the Feb meeting

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Daniel Collins @DCfuts_opts

3 weeks ago

Euribor options: ERX5 98.00/98.0625/98.125/98.1875 call condor paid 1 in 22k all day Body of the condor targeting between 0-50% priced into Dec with a full 25bps cut priced for Feb Heathy 17% Delta with 60 days to run. ROI 5.25:1

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Daniel Collins @DCfuts_opts

3 weeks ago

Sonia Options: SFIZ5 96.50/96.55/96.75/96.80 c condor bgt for 0.25 in 2k - all day Body of the condor aiming for at least 50bps delivered by dec with pricing for Feb mtg 5 - 25bps. ROI 19:1 #options

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Daniel Collins @DCfuts_opts

3 weeks ago

Sonia Options: Nov or Dec cut with further ~15bps priced into Feb. ROI 4.7:1 Delta 10% SFIZ5 96.25/96.35/96.40/96.50 c condor bgt for 1.75 in 1.2k #options

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Daniel Collins @DCfuts_opts

3 weeks ago

Sonia options: BoE on hold play SFIX5 96.15/96.10/96.05 p ladder bgt for 2 in 3k - all day A vol seller for rates on hold, lose prem paid on any cuts. ROI 1.5:1 #options

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Daniel Collins @DCfuts_opts

3 weeks ago

Eurex kicked off their new Eurobond futures yesterday. 1800 lots traded, but on Day 2 we are now through 4000. Bloomie ticker is BFEA Here's the link you need for the spec's eurex.com/ex-en/markets/…

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Daniel Collins @DCfuts_opts

3 weeks ago

Is this the day Euribor vols died? linkedin.com/posts/daniel-c…

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Daniel Collins @DCfuts_opts

a month ago

Position add for ECB Dec cut and hold ERZ5 98.06/98.18/98.31 cfly bought for 2.25 in 10k Traded yesterday same level in 24k Dec expiry lands three days before the ECB meeting; body pinned if they trim 25bps then hold into Feb. Delta 11%, ROI 4.5:1 #options

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Daniel Collins @DCfuts_opts

a month ago

Trade Idea - Sonia 1yr midcurve Buy 0NV5 96.20/96.00/95.90 broken put fly for 2 Ref SFIZ6 96.43 | ROI 9:1 | Delta 12%| Exp 10thOct linkedin.com/posts/daniel-c…

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Daniel Collins @DCfuts_opts

a month ago

ECB to cut Dec and price hold to 13bps Feb ERZ5 98.0625/98.125/98.25/98.3125 c cndr bgt for 1.5 in 3k A large fly traded earlier but this iteration whilst tighter in its profit zone does allow a landing zone vs a pin Delta 10% ROI 3:1 #options

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Daniel Collins @DCfuts_opts

a month ago

Trade for ECB to cut and hold in Dec ERZ5 98.0625/98.1875/98.3125 call fly bgt for 2.25 in 20k Dec options exp 15th Dec 3 days before the ECB mtg. With just shy of a full 25bps cut priced and a hold in Feb nails the body of fly. Delta 11% ROI 4.5:1 #Options #ecb #ice #mkts

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Daniel Collins @DCfuts_opts

a month ago

ICE ESTR recently smashed through the 1.5m mark of o.i Has that growth been at the expensive of Euribor? Stacking both ICE and Eurex side by side it would appear not, both products on both exchanges seems to be contributing overall deeper liquidity. #markert #ice #eurex

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Daniel Collins @DCfuts_opts

a month ago

#option ECB Hold or 1 hike by Mar26 - Large Pos Build ERH6 97.9375/97.8125/97.6875/97.5625 put condor ppr pays 0.5 on 7.5k all day Trade 12k Yesterday Delta 7% ROI 24:1 Expiry 16th Mar | Mar ECB 19th Body of condor allows for ~unc to one hike priced by Mar26

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Daniel Collins @DCfuts_opts

2 months ago

Euribor Options - ECB Boxed in on rates moves Trade Du Jour ERU6 98.375/98.1875/97.9375 put lad bgt 2.75 in 15k +24d and modestly neg gamma. Breakeven sits around 97.77 max profit between 97.94 and 98.19 — a sweet spot for a boxed-in ECB. ROI is just under 6:1. #options

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Daniel Collins @DCfuts_opts

2 months ago

Sonia Options Trade Du Jour SFIX5 96.15/96.10 ps vs SFIV5 96.15/96.05 ps bought Nov for 0.25 in 10k With no Oct meeting could this be a cunning BoE Hold play? All will be revealed after O.I tomorrow and ill update in tomorrow’s report #options

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Daniel Collins @DCfuts_opts

2 months ago

The People's 50bps cut call spread is still active! Buyer 13.5k all day in SFRU5 96.125/96.25 cs for 1.5 - bid over now, unsurprisingly with positioning above 200k #options

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Daniel Collins @DCfuts_opts

2 months ago

‘The Too Slow Catch Up Trade’ A monster position is building in Sep25 Sofr Options after further buying today Buyer 50k SFRU5 96.125/96.25 call spread from 1.375 to 1.5 That’s adding to yesterday’s buy for 1.5 in 50k and a further ~100k last week. #options